+183.9%
MCD vs NTAP
+597.4%
-413.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -2.0% | +3.3% | -5.3% | -2.4% |
| 30D | -6.1% | -0.2% | -5.9% | -6.2% |
| 3M | -7.3% | +11.4% | -18.6% | -8.7% |
| 6M | -20.9% | +88.7% | -109.6% | -28.0% |
| YTD | -14.7% | +78.9% | -93.6% | -21.9% |
| 1Y | -16.1% | +58.8% | -74.9% | -22.0% |
| 3Y | -1.5% | +153.5% | -155.0% | -17.2% |
| 5Y | +20.4% | +136.7% | -116.3% | +1.2% |
| All | +183.9% | +597.4% | -413.5% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling